Economic Model Predictive Control for Time-Varying System : Performance and Stability Results

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Grüne, Lars ; Pirkelmann, Simon:
Economic Model Predictive Control for Time-Varying System : Performance and Stability Results.
In: Optimal Control Applications and Methods. Bd. 41 (2019) Heft 1 . - S. 42-64.
ISSN 1099-1514
DOI: https://doi.org/10.1002/oca.2492

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Abstract

We consider economic model predictive control (MPC) without terminal conditions for time‐varying optimal control problems. Under appropriate conditions, we prove that MPC yields initial pieces of approximately infinite horizon optimal trajectories and that the optimal infinite horizon trajectory is practically asymptotically stable. The results are illustrated by numerical examples motivated by energy‐efficient heating and cooling of a building.